Assistant Professor of Finance Suzanne Lee joined the College of Management in the fall of 2005. She was a visiting research faculty member at the University of Chicago, Financial Mathematics Program in 2006.

Dr. Lee received her PhD from the University of Chicago, from which she earned her MBA and a master's degree in Statistics.

Her research focuses on financial econometrics and their applications in asset pricing and has been presented in a number of academic conferences including Econometric Society Meetings and European Finance Association Meeting, among others. Her recent research has appeared in the Review of Financial Studies and forthcoming in the Journal of Financial Economics.

• Detecting Jumps from Levy Jump Diffusion Processes, co-authored with Jan Hannig, 2009, Journal of Financial Economics, forthcoming 
  Download now »


• Jumps in Financial Markets: A New Nonparametric Test and Jump Dynamics, coauthored with Per Mykland, Review of Financial Studie s, Vol. 21, Issue 6, pp. 2535-2563, 2008 
  Download now »